-63.6%
ZTS vs FLNC
-69.8%
+6.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.1% |
| 7D | -3.8% | -4.2% | +0.4% | -3.7% |
| 30D | -2.0% | -20.0% | +18.0% | -1.5% |
| 3M | -10.2% | -56.9% | +46.7% | -8.5% |
| 6M | -39.4% | -35.5% | -3.9% | -39.8% |
| YTD | -40.8% | -48.8% | +8.0% | -41.0% |
| 1Y | -50.1% | +49.3% | -99.4% | -54.9% |
| 3Y | -58.9% | -61.8% | +2.9% | -61.2% |
| All | -63.6% | -69.8% | +6.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling